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2402.14419
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On nonparametric estimation of the interaction function in particle system models
22 February 2024
Denis Belomestny
M. Podolskij
Shi-Yuan Zhou
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Papers citing
"On nonparametric estimation of the interaction function in particle system models"
6 / 6 papers shown
Title
Convergence of the empirical measure in expected Wasserstein distance: non asymptotic explicit bounds in
R
d
\mathbb{R}^d
R
d
N. Fournier
37
17
0
02 Sep 2022
Parameter estimation of discretely observed interacting particle systems
Chiara Amorino
A. Heidari
Vytaut.e Pilipauskait.e
M. Podolskij
49
22
0
25 Aug 2022
The LAN property for McKean-Vlasov models in a mean-field regime
Laetitia Della Maestra
M. Hoffmann
52
22
0
12 May 2022
Semiparametric estimation of McKean-Vlasov SDEs
Denis Belomestny
Vytaut.e Pilipauskait.e
M. Podolskij
15
21
0
01 Jul 2021
Nonparametric estimation for interacting particle systems : McKean-Vlasov models
Laetitia Della Maestra
M. Hoffmann
46
43
0
07 Nov 2020
Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data
Xiaohui Chen
46
25
0
21 Jul 2020
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